HPC solver for nonlinear optimization problems
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Updated
May 8, 2024 - C++
HPC solver for nonlinear optimization problems
FAST Change Point Detection in R
Weber&Davis wind solution
Optimization algorithms for inverse problems.
Nonlinear Equation Solver with Modern Fortran
A library that provides routines to compute the solutions to systems of nonlinear equations.
🚠 Python/Cython wrapper for liblbfgs
Implementation of the vc-sqnm and sqnm optimization algorithms in C++
Binary Logistic Regression Analysis using the Broyden-Fletcher-Goldfarb-Shanno Algorithm on the Quasi-Newton Method
Material from the course of Static and Dynamic Optimization at ENSEM - Université de Lorraine.
Implementation of a few optimization algorithms
MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20
R code implementing BFGS Quasi-Newton Minimization Method
Index of different Optimization Methods
Trust-region methods with partitioned quasi-Newton approximations
Quasistatic Fracture using Nonlinear-Nonlocal Elastostatics with an Explicit Tangent Stiffness Matrix
Newton’s second-order optimization methods in python
Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.
A Single Layer Neural Network to recognize digits making use of unconstrained, non-linear optimization
R function bfgs( ) implementing the BFGS quasi-Newton minimization method
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